StockFetcher Forums · View by Author: Kevin_in_GA (2,966 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 297 >> 
General Discussion · how to filter using accumulation distribution
Kevin_in_GA
msg #114142
6/19/2013 9:51:00 AM

Fetcher[

accumulation distribution above cma(accumulation distribution, 150)
]



Filter Exchange · BUYING THE DIP
Kevin_in_GA
msg #114123
6/17/2013 2:33:07 PM

The stratasearch code for this is simple:

ENTRY:

proc(c,7) < -2 and
proc(c,80) > 20 and
close > mov(c,200,s)

EXIT:

proc(c,7) > 2

RANK:

proc(c,7) ascending

Nothing fancy here. Run this against the S&P 500 for the dates I showed in the first post and you should get the same answer.

General Discussion · How to create filter with RSI for last 5 days
Kevin_in_GA
msg #114116
6/16/2013 3:54:40 PM

cma = custom moving average. It is the simple moving average so it only looks back the number of specified days (5 in this case).

General Discussion · How to create filter with RSI for last 5 days
Kevin_in_GA
msg #114110
6/15/2013 5:51:38 PM

The calculation of this ( RSIM ) column will be very simple based on the Regular RSI for last 5 days :

rsi5 = RSI[5] * (close[5]) // explanation : RSI for last 5 days multiply by average closing price for last 5 days
rrsi =RSI[5] * (close) // explanation : RSI for last 5 days multiply by price Close

RSIMomentum = rrsi - rsi5

+++++++++++++

Fetcher[

set{rsi5, rsi(5) * MA(5)}
set{rrsi, cma(rsi(5),5) * close}
set{rsimomentum, rrsi - rsi5}
add column rsimomentum
]



Here I am assuming that you are looking for the average RSI(5) over the last 5 days, not the sum. If it is the sum you are looking for, just substitute sum for "cma" in line 2.

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
Kevin_in_GA
msg #114107
modified
6/15/2013 10:11:29 AM

I think this guy simply doesn't understand how to provide constructive feedback (hint: it doesn't start off with calling folks stupid).

As to my decision to exit in May (I'm still in a Stable Value fund this month as well), my unrealized gain is only about 1.5% versus taking the system trades mechanically. The current call is IWM and the month is only half over, so by the end of the month either I am better off or worse. Either way it's my call and my money.

If you are making money using a variant of this, good for you and good luck in the future. This approach will help people succeed even if they don't follow it religiously.

General Discussion · Please fix SORT -- an easy request for StockFetcher
Kevin_in_GA
msg #114020
6/10/2013 2:22:58 PM

Seems to be working now. Thanks.

General Discussion · Please fix SORT -- an easy request for StockFetcher
Kevin_in_GA
msg #114007
6/10/2013 10:22:49 AM

Yup - "sort on column X" no longer seems to be working. Possibly related to the change in filter output format that has been the topic of much discussion.

SF - please confirm if this is working or not. If not, let us know when it will likely be fixed.

Thanks,

Kevin

General Discussion · TO STOCKFETCHER....If it was not broken...
Kevin_in_GA
msg #113968
6/7/2013 4:02:25 PM

I agree - I much preferred the prior location for these functions (on the left hand side). I also noticed that in typing a number of days in the offset box, one must mouse click on "go" rather than just hitting return. This is small but adds one extra step, as does having to use the "more" dropdown box to download the result as a .csv file.

Please consider bringing back some of what clearly worked and was user preferred.

Filter Exchange · StockFetcher Question
Kevin_in_GA
msg #113938
6/7/2013 9:12:46 AM

This would work:

Fetcher[
symlist(spy)
set{VIXrsi, ind(^vix, RSI(14))}
add column VIXrsi
]



However, note that the ^VIX data is not updated during the day - if you look at this intraday you will only see the value from yesterday's close. It is only updated after hours.

Kevin

Backtesting Support · Never let a winner turn into a loser?
Kevin_in_GA
msg #113906
6/4/2013 4:30:22 PM

Wouldn't that just be a X% trailing stop? Or would this only activate once the profit target level is hit (in other words, no stop until x% gain)?

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